STAT 433: Statistical Computing

Fall 2018

Time & Place: 4:00-5:15pm MW in Performing Arts and Humanities 108
Office Hours: 2:00-4:00pm MW or by appointment in Math/Psych 411

Instructor: Seungchul Baek

Syllabus (.pdf)

Textbook: Introduction to Scientific Programming and Simulation Using R, 2nd edition. (2014), by Owen Jones, Robert Maillardet, and Andrew Robinson.
Reference: Statisical Computing with R, 1st edition. (2008), by Maria L. Rizzo.

Lectures:

Chapter 1 and 2
Chapter 3
Chapter 5
Chapter 6
Chapter 10: computing part
Chapter 11: computing part
Chapter 12: computing part
Chapter 15 and 16: computing part
Chapter 17: computing part
Generating random numbers
(Practice 1 Solution, Quiz 8 Solution, R codes for Pratice questions)
Monte Carlo integration
(R code for Practice 2), (R code for Quiz 10)
Monte Carlo simulation -- From Dr. Joshua Tebbs website.
Variance reduction
(Review, Rcodes for review and Quiz 11 , Quiz 12 solution)
Inference using Monte Carlo
Bootstrap and Jackknife
(R code for Practice 1)

Exams:

Midterm(Solution) Due: 4:00pm on Monday, October 29.
Final [Data set for no. 9, Data set for no. 10] Due: 4:00pm on Monday, December 17.

Homework Assignments:

Howework 1: Due Monday, September 10, Data set for #4
Howework 2: Due Wednesday, September 19
Howework 3: Due Wednesday, September 26 (extended)
Howework 4: Due Monday, October 1
Howework 5: Due Monday, October 8
Howework 6: Due Monday, October 15
Howework 7: Due Monday, October 22
Howework 8: Due Wednesday, November 7
Howework 9: Due Wednesday, November 14
Howework 10: Due Friday, November 30 (extended)
Howework 11: Due Friday, December 7 (extended)